Bounded Differences Inequality (aka Azuma-Hoeffding Inequality)
An important tail bound in probabilistic analysis. A Lipschitz function with independent random inputs is concentrated about its mean. Two applications: (1) the coupon collector problem; (2) the chromatic number of a random graph.
Course Info
Learning Resource Types
Instructor Insights
menu_book
Online Textbook
notes
Lecture Notes
theaters
Lecture Videos
assignment
Problem Sets
